Advanced Portfolio Analytics

About NGX Baskets

Transform your stock portfolios into clear, actionable insights using sophisticated financial algorithms that translate complex metrics into plain English you can understand and act upon.

Portfolio Optimization
Risk Analysis
Backtest Strategies
Simple Process

How it Works

Get from portfolio idea to actionable insights in 4 simple steps. No complex setup required.

1

Create Your Basket

Give your portfolio a name and optional description to organize your analysis.

Tech Portfolio
My FAANG + growth stocks
2

Add Your Stocks

Build your portfolio with any stock tickers. No limits on portfolio size.

AAPL, GOOGL, MSFT
AMZN, TSLA, NVDA
3

Run Analysis

Choose from 8 advanced algorithms powered by AWS Lambda for instant results.

K-Means Clustering
Monte Carlo, Chebyshev, Sharpe...
4

Get Insights

Receive both technical metrics and AI-powered plain English explanations.

"Your worst slump was -18%"
mostly due to Tesla's 2022 crash

What NGX Baskets Does

NGX Baskets takes your collection of stocks and runs sophisticated financial algorithms to analyze their performance, risk, and potential. Instead of overwhelming you with complex numbers, we translate everything into clear, understandable insights.

Portfolio Analysis

Upload your stock holdings and see how they work together as a portfolio - risk levels, correlations, and optimization opportunities explained in simple terms.

Plain English Insights

Instead of confusing financial jargon, get clear explanations like "Your portfolio is 23% riskier than the market" or "These two stocks move together 85% of the time."

Actionable Recommendations

Get specific suggestions on how to improve your portfolio - which stocks to consider adding, reducing, or removing based on mathematical analysis.

The Algorithms Behind the Analysis

NGX Baskets uses proven financial algorithms that have been used by institutional investors for decades. Instead of keeping them locked away in expensive software, we make them accessible to everyone.

Modern Portfolio Theory helps us calculate the optimal balance between risk and return in your portfolio, showing you exactly how your stocks work together as a team.

Capital Asset Pricing Model (CAPM) measures how much risk you're taking compared to the overall market, and whether you're being compensated fairly for that risk.

Hierarchical Risk Parity and Equal Risk Contribution algorithms help identify better ways to allocate your investments to reduce unnecessary risk while maintaining returns.

We run these complex calculations in the cloud and translate the results into simple, actionable insights that help you make better investment decisions without needing a PhD in finance.

Real Examples From Each Algorithm

See how each of our 5 algorithms transforms complex mathematical analysis into clear, actionable insights you can actually understand and use.

Chebyshev Analysis

Statistical Bounds & Price Bands

"In 73% of scenarios, your basket finished above the S&P 500."

Instead of: "95% confidence interval shows μ + 1.96σ outperformance probability"

Uses statistical bounds to identify optimal entry/exit points with confidence intervals.

K-Means Clustering

Machine Learning Analysis

"Your worst slump was –18%, mostly due to Tesla's 2022 crash."

Instead of: "Cluster analysis reveals correlation coefficient of 0.87 during volatility regime 3"

Machine learning finds hidden patterns and identifies the main risk factors affecting your portfolio.

Monte Carlo Simulations

Risk Scenario Modeling

"Your portfolio's volatility dropped 34% after rebalancing."

Instead of: "10,000 Monte Carlo simulations show σ reduction from 0.23 to 0.15"

Runs thousands of scenarios to model risk and identify optimal weight distributions.

Sharpe/Sortino Ratios

Risk-Adjusted Performance

"Your Sharpe ratio improved from 0.85 to 1.24 after optimization."

Instead of: "Risk-adjusted return = (Rp - Rf) / σp improved by 45.9%"

Measures how much extra return you get for the risk you're taking compared to safer investments.

Max Drawdown Analysis

Worst-Case Scenarios

"Your worst loss period was 8 months, recovering to break-even took 14 months."

Instead of: "Maximum drawdown: -23.4% with recovery period of 427 trading days"

Shows your worst-case scenarios and how long it typically takes to recover from losses.

Combined Portfolio Analysis

All Algorithms Working Together

"Your Sortino ratio of 1.68 shows strong downside protection, but consider reducing your Apple position from 15% to 8% to improve diversification."

Instead of: "Sortino ratio = (Rp - Rf) / DD = 1.68; correlation matrix indicates concentration risk in AAPL requiring portfolio rebalancing with target weight optimization"

All algorithms work together to give you a complete picture with specific, actionable recommendations.